Search Results - subject:"macroeconomic variables"

The causal relationship between stock prices and macroeconomic variables : a case study for Turkey

Büyüksalvarci, Ahmet; Abdioglu, Hasan - In: International journal of economic perspectives : IJEP 4 (2010) 4, pp. 601-610

Persistent link: https://www.econbiz.de/10011587765

MACROECONOMIC CONDITIONS AND CREDIT SPREADS

CHEBBI, Tarek; HELLARA, Slaheddine - In: Journal of Applied Research in Finance Bi-Annually I (2009) 1, pp. 29-42

This study conducts an empirical examination of the impact of market conditions on credit spreads motivated by recently developed structural credit risk models. Using corporate credit spreads, we find that macroeconomic conditions mainly affect low rated bonds. In particular, the CPI and yield...

Persistent link: https://www.econbiz.de/10010742158

Impact of Monetary Policy Changes in a Semi-Global Economy: Evidence from Bangladesh

Younus, Sayera - eSocialSciences - 2009

The study examines the impact of changes in monetary policy in Bangladesh. Specifically, the study examines the impact of domestic and foreign monetary shocks on Bangladeshâ€™s major economic aggregates.In the context of a semi-global economy such as Bangladesh, the conduct of monetary...

Persistent link: https://www.econbiz.de/10005004083

Does Macroeconomic Indicators exert shock on the Nigerian Capital Market?

Maku, Olukayode E.; Atanda, Akinwande A. - Volkswirtschaftliche Fakultät, … - 2009

This study examines the long-run and short-run effect of macroeconomic variables on the Nigerian capital market between … (ECM) showed that macroeconomic variables exert significant short-term shock on stock prices as a result of the stochastic … most of the variables have a unit root at level. The Augmented Engle-Granger Cointegration test revealed that macroeconomic …

Persistent link: https://www.econbiz.de/10008518091

Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations

Gómez-González, José E.; Nicholas M. Kiefer. - In: Latin American Journal of Economics-formerly Cuadernos … 46 (2009) 133, pp. 33-50

This paper estimates transition matrices for the ratings on financial institutions, using an unusually informative data set. We show that the process of rating migration exhibits significant non-Markovian behavior, in the sense that the transition intensi

Persistent link: https://www.econbiz.de/10005256826

Drivers of LBO operating performance: an empirical investigation in Latin America

Sannajust, Aurélie; Arouri, Mohamed; Chevalier, Alain - In: European Business Review 27 (2015) 2, pp. 102-123

Latin America from 2000 to 2008. Findings – The empirical results show that macroeconomic variables have an important impact …

Persistent link: https://www.econbiz.de/10014714284

Do macroeconomic factors matter for stock prices in emerging countries? Evidence from panel cointegration and panel causality

Mohapatra, Sonali Madhusmita; Rath, Badri Narayan - In: International Journal of Sustainable Economy 7 (2015) 2, pp. 140-154

regarding the fundamental linkage between stock price and key macroeconomic variables. This paper makes an attempt to examine … the short-run and long-run relationship between stock prices and selected macroeconomic variables using data from three … existence of a significant, long-run relationship between stock prices and macroeconomic variables. The results also indicate …

Persistent link: https://www.econbiz.de/10011266438

Determinants of Jordanian foreign direct investment inflows: Bounds testing approach

Bekhet, Hussain Ali; Al-Smadi, Raed Walid - In: Economic Modelling 46 (2015) C, pp. 27-35

This study aims to evaluate the long-run and short-run relationships among foreign direct investment (FDI) inflows and their determinants in Jordan for the (1978–2012) period. The bounds testing approach is used to analyze the long-run and short-run relationships among the variables. However,...

Persistent link: https://www.econbiz.de/10011208954

The Macroeconomic Effects of Uncertainty Shocks in India

Bonga-Bonga, Lumengo; Gupta, Rangan; Jooste, Charl - Department of Economics, Faculty of Economic and … - 2015

The macroeconomic response to uncertainty for India is studied in a structural model that decomposes uncertainty into negative and positive contributions. The results show that uncertainty shocks reduce industrial production, lead to an exchange rate depreciation, lowers prices and increases...

Persistent link: https://www.econbiz.de/10011250612

Analysing long-run and short-run relationships between macroeconomic variables and murabaha to the purchase-order : evidence from Jordanian Islamic Bank

Ahmad, Nursilah; Yazis, Mohamad; Mohammad Salem Oudat - In: International journal of economics and finance 7 (2015) 2, pp. 168-177

Persistent link: https://www.econbiz.de/10010490200